CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 22-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9167 |
0.9173 |
0.0006 |
0.1% |
0.9282 |
High |
0.9179 |
0.9202 |
0.0023 |
0.3% |
0.9328 |
Low |
0.9136 |
0.9143 |
0.0007 |
0.1% |
0.9250 |
Close |
0.9162 |
0.9146 |
-0.0016 |
-0.2% |
0.9289 |
Range |
0.0043 |
0.0059 |
0.0016 |
37.2% |
0.0078 |
ATR |
0.0053 |
0.0053 |
0.0000 |
0.8% |
0.0000 |
Volume |
1,352 |
1,670 |
318 |
23.5% |
1,724 |
|
Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9341 |
0.9302 |
0.9178 |
|
R3 |
0.9282 |
0.9243 |
0.9162 |
|
R2 |
0.9223 |
0.9223 |
0.9157 |
|
R1 |
0.9184 |
0.9184 |
0.9151 |
0.9174 |
PP |
0.9164 |
0.9164 |
0.9164 |
0.9159 |
S1 |
0.9125 |
0.9125 |
0.9141 |
0.9115 |
S2 |
0.9105 |
0.9105 |
0.9135 |
|
S3 |
0.9046 |
0.9066 |
0.9130 |
|
S4 |
0.8987 |
0.9007 |
0.9114 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9523 |
0.9484 |
0.9332 |
|
R3 |
0.9445 |
0.9406 |
0.9310 |
|
R2 |
0.9367 |
0.9367 |
0.9303 |
|
R1 |
0.9328 |
0.9328 |
0.9296 |
0.9348 |
PP |
0.9289 |
0.9289 |
0.9289 |
0.9299 |
S1 |
0.9250 |
0.9250 |
0.9282 |
0.9270 |
S2 |
0.9211 |
0.9211 |
0.9275 |
|
S3 |
0.9133 |
0.9172 |
0.9268 |
|
S4 |
0.9055 |
0.9094 |
0.9246 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9291 |
0.9136 |
0.0155 |
1.7% |
0.0053 |
0.6% |
6% |
False |
False |
829 |
10 |
0.9328 |
0.9136 |
0.0192 |
2.1% |
0.0049 |
0.5% |
5% |
False |
False |
569 |
20 |
0.9328 |
0.9120 |
0.0208 |
2.3% |
0.0051 |
0.6% |
13% |
False |
False |
377 |
40 |
0.9355 |
0.9107 |
0.0248 |
2.7% |
0.0052 |
0.6% |
16% |
False |
False |
259 |
60 |
0.9355 |
0.8813 |
0.0542 |
5.9% |
0.0044 |
0.5% |
61% |
False |
False |
177 |
80 |
0.9355 |
0.8615 |
0.0740 |
8.1% |
0.0034 |
0.4% |
72% |
False |
False |
133 |
100 |
0.9355 |
0.8582 |
0.0773 |
8.5% |
0.0029 |
0.3% |
73% |
False |
False |
107 |
120 |
0.9355 |
0.8582 |
0.0773 |
8.5% |
0.0024 |
0.3% |
73% |
False |
False |
89 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9453 |
2.618 |
0.9356 |
1.618 |
0.9297 |
1.000 |
0.9261 |
0.618 |
0.9238 |
HIGH |
0.9202 |
0.618 |
0.9179 |
0.500 |
0.9173 |
0.382 |
0.9166 |
LOW |
0.9143 |
0.618 |
0.9107 |
1.000 |
0.9084 |
1.618 |
0.9048 |
2.618 |
0.8989 |
4.250 |
0.8892 |
|
|
Fisher Pivots for day following 22-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9173 |
0.9198 |
PP |
0.9164 |
0.9180 |
S1 |
0.9155 |
0.9163 |
|